That should work fine. I'm also going to build something along these lines, though probably more like a Heathkit IP-32 on steroids. Note that you'll need other supplies for the screens and for bias. The way the supplies are floated, they need to be separate windings.

I got a commercial one that goes to 1000VDC @ 200MA. Measures volts, current and computes watts. It's got a digital display. Very kool but it kicks out the overload breaker or frys the voltage control pot (5K) randomly. When I get around to it I'll start with replaceing all the caps otherwise it's got too many sand state components for my meager brain. I'll have to get it fixed. I hope it's KVA rated. Like 500VDC at 400MA? That would be nice. It's a piece of medical equipment used in DNA testing or research. I have not been able to find a scheme.